No label defined (Q2782352)
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scientific article; zbMATH DE number 1724292
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 1724292 |
Statements
3 April 2002
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term structure
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futures price
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forward price
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options
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jump-diffusion model
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affine term structure
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0.89957523
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0.8976271
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0.8834923
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0.8709082
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0.87072706
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